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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 751–800; page 16 of 188.
American Option Pricing using Self-Attention GRU and Shapley Value Interpretation
Yanhui Shen · 2023 · intermediate · options
deep learning · neural networks · option pricing
American options in the Volterra Heston model
Etienne Chevalier, Sergio Pulido, Elizabeth Zúñiga · 2021 · advanced · options
derivatives · numerical methods · option pricing · rough volatility · stochastic processes
American options in time-dependent one-factor models: Semi-analytic pricing, numerical methods and ML support
Andrey Itkin, Dmitry Muravey · 2023 · advanced · options
numerical methods · option pricing
American Options Pricing under Heston Model via Curriculum Learning in Coupled PINNs
Rohan, Siddanth Shetty, Amit N. Kumar · 2026 · advanced · options
deep learning · neural networks · option pricing · partial differential equations
American options valuation in time-dependent jump-diffusion models via integral equations and characteristic functions
Andrey Itkin · 2025 · advanced · options
derivatives · jump processes · numerical methods · option pricing · stochastic processes
American Passport options in an exponential Lévy model
Zakaria Marah · 2023 · advanced · options
derivatives · option pricing · partial differential equations · stochastic processes
American Put Option pricing using Least squares Monte Carlo method under Bakshi, Cao and Chen Model Framework (1997) and comparison to alternative regression techniques in Monte Carlo
Anurag Sodhi · 2018 · advanced · options
monte carlo simulation · option pricing
Amortizing Perpetual Options
Zachary Feinstein · 2025 · advanced · options
derivatives · mathematical finance · option pricing
Amortizing the Calibration Triple: A Projection-Consistent Neural Operator for Local-Stochastic Volatility
Xiaozhen Wang, Anaïs Després, Martin Dureau · 2026 · advanced · options
deep learning · model calibration · neural networks · numerical methods · stochastic differential equations · volatility surface
Amsterdam and London as financial centers in the eighteenth century
Carlos, Ann M., Neal, Larry · 2011 · intermediate · other
banking
An ‘Atypical’ Case? The First Emergence of Brussels as an International Financial Centre, 1830-1860
Stefano Ugolini · 2011 · intermediate · other
banking
An Accurate Discretized Approach to Parameter Estimation in the CKLS Model via the CIR Framework
Sourojyoti Barick · 2025 · advanced · fixed income
interest rates · statistical inference · stochastic differential equations
An Adaptive and Explicit Fourth Order Runge-Kutta-Fehlberg Method Coupled with Compact Finite Differencing for Pricing American Put Options
Chinonso Nwankwo, Weizhong Dai · 2020 · advanced · options
numerical methods · option pricing · partial differential equations
An Adaptive Dual-level Reinforcement Learning Approach for Optimal Trade Execution
Soohan Kim, Jimyeong Kim, Hong Kee Sul · 2023 · advanced · quantitative trading
algorithmic trading · machine learning · optimal execution · reinforcement learning
An Adaptive Evolutionary Approach to Option Pricing via Genetic Programming
N. K. Chidambaran, Chi-Wen Jevons Lee, Joaguin R. Trigueros · 1998 · intermediate · options
option pricing
An Adaptive Multi Agent Bitcoin Trading System
Aadi Singhi · 2025 · advanced · machine learning
algorithmic trading · backtesting · cryptocurrencies · financial machine learning · large language models · machine learning
An adaptive network-based approach for advanced forecasting of cryptocurrency values
Ali Mehrban, Pegah Ahadian · 2024 · intermediate · machine learning
cryptocurrencies · machine learning
An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition
Joseph de Vilmarest, Nicklas Werge · 2023 · intermediate · time series
statistics · time series · volatility forecasting
An adoption model of cryptocurrencies
Rzayev, Khaladdin, Sakkas, Athanasios, Urquhart, Andrew · 2025 · intermediate · time series
cryptocurrencies
An Advanced Ensemble Deep Learning Framework for Stock Price Prediction Using VAE, Transformer, and LSTM Model
Anindya Sarkar, G. Vadivu · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
An Agent-Based Model to Study Informational Cascades in Financial Markets
Sadek Benhammada, Frédéric Amblard, Salim Chikhi · 2021 · advanced · quantitative trading
quantitative trading
An Algebraic Framework for the Modeling of Limit Order Books
Johannes Bleher, Michael Bleher · 2024 · advanced · quantitative trading
market microstructure · stochastic processes
An Algorithmic Framework for Systematic Literature Reviews: A Case Study for Financial Narratives
Gabin Taibi, Joerg Osterrieder · 2026 · intermediate · machine learning
algorithms · natural language processing
An Algorithmic Information-theoretic Approach to the Behaviour of Financial Markets
Hector Zenil, Jean-Paul Delahaye · 2011 · advanced · statistics
algorithms · time series
An Ambit Field Framework for the Full Panel of Day-ahead Electricity Prices
Thomas K. Kloster · 2025 · advanced · stochastic calculus
derivatives · stochastic processes
An analysis of capital market through the lens of integral transforms: exploring efficient markets and information asymmetry
Kiran Sharma, Abhijit Dutta, Rupak Mukherjee · 2025 · intermediate · time series
market efficiency · time series
An Analysis of the Interdependence Between Peanut and Other Agricultural Commodities in China's Futures Market
Suke Li · 2025 · intermediate · time series
commodities · econometrics · garch · regression · time series
An Analytic COS Method for Compound Option Valuation
Zhipeng Huang, Cornelis W. Oosterlee · 2026 · advanced · options
derivatives · mathematical finance · numerical methods · option pricing
An Analytic Solution for Asset Allocation with a Multivariate Laplace Distribution
Graham L. Giller · 2024 · intermediate · portfolio management
portfolio optimization · statistics
An Analytic Solution for Interest Rate Swap Spreads
Grinblatt, Mark · 1995 · advanced · fixed income
fixed income · interest rates · liquidity
An analytical perturbative solution to the Merton Garman model using symmetries
Xavier Calmet, Nathaniel Wiesendanger Shaw · 2019 · advanced · options
mathematical finance · option pricing
An Anlysis Of The Real Interest Rate Under Regime Shifts
Garcia, R., Perron, P. · 1990 · advanced · time series
econometrics · statistics · time series
An Application of Dirac's Interaction Picture to Option Pricing
Mauricio Contreras G · 2020 · advanced · options
derivatives · option pricing · partial differential equations
An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index
Thorsten Hens, Klaus Reiner Schenk-Hopp�, Martin Stalder · intermediate · portfolio management
equity markets · financial economics · portfolio management
An Application of the Ornstein-Uhlenbeck Process to Pairs Trading
Jirat Suchato, Sean Wiryadi, Danran Chen · 2024 · intermediate · quantitative trading
pairs trading · stochastic processes · time series
An approximation scheme for semilinear parabolic PDEs with convex and coercive Hamiltonians
Shuo Huang, Gechun Liang, Thaleia Zariphopoulou · 2018 · advanced · stochastic calculus
numerical methods · partial differential equations
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model
Jens H. E. Christensen, Francis X. Diebold, Glenn D. Rudebusch · 2008 · advanced · fixed income
fixed income · interest rates · mathematical finance · term structure models
An arbitrage-free interpolation of class $C^2$ for option prices
Fabien Le Floc'h · 2020 · advanced · options
model calibration · option pricing · volatility surface
An asset-level analysis of financial tail risks under extreme weather events
Kerkhofs, Ruben, Bernhofen, Mark, Borsuk, Marcin · 2025 · advanced · risk management
copulas · tail risk
An Asymmetric Capital Asset Pricing Model
Abdulnasser Hatemi-J · 2024 · intermediate · risk management
asset pricing · capm · market risk
An asynchronous double auction market to study the formation of financial bubbles and crashes
Sadek Benhammada, Frédéric Amblard, Salim Chikhi · 2017 · intermediate · quantitative trading
financial economics
An auto-regressive conditional binomial option pricing model
Prigent, Jean-Luc, Renault, Olivier, Scaillet, Olivier · 2000 · advanced · options
jump processes · market microstructure · option pricing · stochastic processes
An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks
Csóka, Péter, Herings, P.J.J. · 2023 · advanced · risk management
financial networks
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors
Chang, C-L., McAleer, M.J., Wang, C-H. · 2016 · advanced · time series
econometrics · exchange traded funds · time series
An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models
Silja Kinnebrock, Mark Podolskij · 2008 · advanced · statistics
econometrics · market microstructure · regression · statistical inference · stochastic processes
An Econometric Analysis of Nonsyschronous-Trading
Andrew W. Lo, Craig A. MacKinlay · advanced · statistics
econometrics · time series
An econometric analysis of volatility discovery
Fruet Dias, Gustavo, Papailias, Fotis, Scherrer, Cristina · 2023 · advanced · time series
econometrics · statistical inference · statistics · time series
An Econometric Study of Vine Copulas
Dominique Guegan, Pierre-André Maugis · 2010 · advanced · statistics
copulas · econometrics · risk management · statistical inference
An Economy with Personal Currency: Theory and Evidence
Martin Angerer, Juergen Huber, Martin Shubik · 2009 · intermediate · risk management
risk management
An effective interest rate cap: a clarification
Mikhail V. Sokolov · 2023 · intermediate · fixed income
interest rates